-82.0%
IRE vs TW
-4.5%
-77.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -3.0% | +13.3% | +4.7% |
| 7D | +58.9% | -3.5% | +62.4% | +49.8% |
| 30D | +17.2% | +0.5% | +16.7% | +20.2% |
| 3M | -58.6% | +4.9% | -63.6% | -53.6% |
| 6M | -23.5% | -17.1% | -6.4% | -26.0% |
| YTD | -47.4% | -3.9% | -43.6% | -38.1% |
| All | -82.0% | -4.5% | -77.5% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling